deriv3 modification to use gamma()

Rich Townsend (
Thu, 22 Jan 1998 16:08:04 -0800

Here's a problem that I've been banging my head against the wall on:

I've got a nasty likelihood involving factorials. Since the gamma function
is equal to (x-1)!, I thought I would be able to modify the D and
functions as in Venables & Ripley (2nd Ed.), on page 288, to handle the gamma
function, minimize my -log likelihood and calculate the variances on the
estimates. Unfortunately, I think what I need to do is modify the "dnorm"
and "pnorm" extensions of D and with "gamma" and a derivative
function of gamma. Anyone have a good solution for the derivative handy?


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